CAPEX vs. ANFFX
Compare and contrast key facts about Eaton Vance Tax Managed Growth 1.0 Fund (CAPEX) and American Funds The New Economy Fund Class F-1 (ANFFX).
CAPEX is managed by BlackRock. It was launched on Mar 28, 1966. ANFFX is an actively managed fund by American Funds. It was launched on Mar 15, 2001.
Performance
CAPEX vs. ANFFX - Performance Comparison
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CAPEX vs. ANFFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAPEX Eaton Vance Tax Managed Growth 1.0 Fund | -8.46% | 16.83% | 25.45% | 28.62% | -19.92% | 25.05% | 23.49% | 29.70% | -4.95% | 22.72% |
ANFFX American Funds The New Economy Fund Class F-1 | -8.51% | 30.96% | 23.52% | 29.10% | -29.69% | 11.98% | 33.43% | 26.38% | -4.41% | 34.27% |
Returns By Period
The year-to-date returns for both stocks are quite close, with CAPEX having a -8.46% return and ANFFX slightly lower at -8.51%. Both investments have delivered pretty close results over the past 10 years, with CAPEX having a 13.40% annualized return and ANFFX not far behind at 13.09%.
CAPEX
- 1D
- -0.15%
- 1M
- -8.01%
- YTD
- -8.46%
- 6M
- -6.22%
- 1Y
- 11.44%
- 3Y*
- 16.79%
- 5Y*
- 10.42%
- 10Y*
- 13.40%
ANFFX
- 1D
- -1.43%
- 1M
- -11.33%
- YTD
- -8.51%
- 6M
- -0.99%
- 1Y
- 27.33%
- 3Y*
- 20.21%
- 5Y*
- 8.37%
- 10Y*
- 13.09%
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CAPEX vs. ANFFX - Expense Ratio Comparison
CAPEX has a 0.45% expense ratio, which is lower than ANFFX's 0.78% expense ratio.
Return for Risk
CAPEX vs. ANFFX — Risk / Return Rank
CAPEX
ANFFX
CAPEX vs. ANFFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax Managed Growth 1.0 Fund (CAPEX) and American Funds The New Economy Fund Class F-1 (ANFFX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| CAPEX | ANFFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 1.30 | -0.63 |
Sortino ratioReturn per unit of downside risk | 1.08 | 1.88 | -0.81 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.26 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.83 | 1.78 | -0.95 |
Martin ratioReturn relative to average drawdown | 3.57 | 7.66 | -4.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CAPEX | ANFFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 1.30 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.44 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.69 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.47 | +0.07 |
Correlation
The correlation between CAPEX and ANFFX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CAPEX vs. ANFFX - Dividend Comparison
CAPEX's dividend yield for the trailing twelve months is around 3.64%, less than ANFFX's 10.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAPEX Eaton Vance Tax Managed Growth 1.0 Fund | 3.64% | 3.19% | 2.40% | 0.83% | 0.97% | 0.63% | 0.88% | 1.15% | 1.36% | 1.20% | 1.41% | 1.39% |
ANFFX American Funds The New Economy Fund Class F-1 | 10.82% | 9.90% | 9.56% | 3.89% | 0.00% | 7.53% | 2.45% | 7.26% | 9.84% | 8.19% | 2.13% | 6.07% |
Drawdowns
CAPEX vs. ANFFX - Drawdown Comparison
The maximum CAPEX drawdown since its inception was -51.71%, smaller than the maximum ANFFX drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for CAPEX and ANFFX.
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Drawdown Indicators
| CAPEX | ANFFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.71% | -55.37% | +3.66% |
Max Drawdown (1Y)Largest decline over 1 year | -11.71% | -13.36% | +1.65% |
Max Drawdown (5Y)Largest decline over 5 years | -25.87% | -37.10% | +11.23% |
Max Drawdown (10Y)Largest decline over 10 years | -32.94% | -37.10% | +4.16% |
Current DrawdownCurrent decline from peak | -10.52% | -13.36% | +2.84% |
Average DrawdownAverage peak-to-trough decline | -8.42% | -11.43% | +3.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 3.09% | -0.38% |
Volatility
CAPEX vs. ANFFX - Volatility Comparison
The current volatility for Eaton Vance Tax Managed Growth 1.0 Fund (CAPEX) is 4.49%, while American Funds The New Economy Fund Class F-1 (ANFFX) has a volatility of 6.50%. This indicates that CAPEX experiences smaller price fluctuations and is considered to be less risky than ANFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAPEX | ANFFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 6.50% | -2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 13.19% | -4.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.24% | 20.67% | -2.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.27% | 19.16% | -1.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.30% | 18.97% | -0.67% |